Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities
type: Item
instance of: scholarly article
title: Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities
zbMATH Open document ID: 1400.91611
DOI: 10.1080/14697688.2016.1211800
author: Charalampos Stasinakis
author: Georgios Sermpinis
author: Ioannis Psaradellis
author: Thanos Verousis
published in: Quantitative Finance
publication date: 2018-11-13T00:00:00Z
full work available at URL: 122457.pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91-04
zbMATH DE Number: 6976850
zbMATH Keywords: krill herd
zbMATH Keywords: support vector regression
zbMATH Keywords: commodities
zbMATH Keywords: leverage
describes a project that uses: Krill herd
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2519807315
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description: scientific article; zbMATH DE number 6976850